+530.6%
CIEN vs TOST
-48.0%
+578.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -15.2% | -3.4% | -11.8% | -14.6% |
| 30D | -21.5% | -2.4% | -19.0% | -21.3% |
| 3M | -40.1% | +34.6% | -74.7% | -43.9% |
| 6M | -6.6% | +15.2% | -21.8% | -11.0% |
| YTD | +37.3% | -4.4% | +41.6% | +35.4% |
| 1Y | +174.5% | -17.4% | +192.0% | +179.0% |
| 3Y | +562.3% | +54.5% | +507.8% | +477.8% |
| All | +530.6% | -48.0% | +578.6% | +456.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling